-41.5%
ACHR vs EFV
+120.1%
-161.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +3.2% |
| 7D | +4.9% | +1.0% | +3.9% | +3.2% |
| 30D | +4.3% | +0.2% | +4.1% | +3.9% |
| 3M | +1.7% | +9.6% | -7.9% | -12.1% |
| 6M | -6.9% | +14.0% | -20.9% | -23.8% |
| YTD | -22.5% | +18.5% | -40.9% | -40.0% |
| 1Y | -31.5% | +27.9% | -59.4% | -52.8% |
| 3Y | -14.4% | +92.4% | -106.8% | -66.9% |
| 5Y | -41.6% | +97.2% | -138.8% | -78.8% |
| All | -41.5% | +120.1% | -161.7% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling